+48.9%
PCOR vs FTV
+33.3%
+15.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | +3.2% |
| 7D | +23.7% | -0.6% | +24.3% | +24.4% |
| 30D | +39.0% | +13.0% | +26.0% | +26.8% |
| 3M | +35.8% | +6.8% | +29.0% | +29.0% |
| 6M | +38.2% | +8.0% | +30.2% | +28.8% |
| YTD | +3.9% | +18.9% | -15.0% | -11.8% |
| 1Y | +5.7% | +30.8% | -25.1% | -18.2% |
| All | +48.9% | +33.3% | +15.6% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FTV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling